文章基本信息

标题：Fast learning rate of non-sparse multiple kernel learning and optimal regularization strategies
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作者：Taiji Suzuki
期刊名称：Electronic Journal of Statistics
印刷版ISSN：1935-7524
出版年度：2018
卷号：12
期号：2
页码：2141-2192
DOI：10.1214/18-EJS1399
语种：English
出版社：Institute of Mathematical Statistics
摘要：In this paper, we give a new generalization error bound of Multiple Kernel Learning (MKL) for a general class of regularizations, and discuss what kind of regularization gives a favorable predictive accuracy. Our main target in this paper is dense type regularizations including $\ell_{p}$-MKL. According to the numerical experiments, it is known that the sparse regularization does not necessarily show a good performance compared with dense type regularizations. Motivated by this fact, this paper gives a general theoretical tool to derive fast learning rates of MKL that is applicable to arbitrary mixed-norm-type regularizations in a unifying manner. This enables us to compare the generalization performances of various types of regularizations. As a consequence, we observe that the homogeneity of the complexities of candidate reproducing kernel Hilbert spaces (RKHSs) affects which regularization strategy ($\ell_{1}$ or dense) is preferred. In fact, in homogeneous complexity settings where the complexities of all RKHSs are evenly same, $\ell_{1}$-regularization is optimal among all isotropic norms. On the other hand, in inhomogeneous complexity settings, dense type regularizations can show better learning rate than sparse $\ell_{1}$-regularization. We also show that our learning rate achieves the minimax lower bound in homogeneous complexity settings.